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Trading-strategy-back-tester

于 2012-12-28 发布 文件大小:473KB
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代码说明:

  计算各种技术指标的测试程序。给出任意一个技术指标的信号发生量,将计算出相应的净值,胜率,盈亏比,持仓时间等。(Calculate the test procedures for a variety of technical indicators. Given the amount of any technical indicators signal generation, will calculate the corresponding net, winning percentage, profit and loss ratio, positions time.)

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